Building source package in Windows, error in .doLoadActions()

I'm trying to build the source package KNITRO in Windows and getting an
error when the package is loaded. Maybe there is something I'm missing in
order to build a package in Windows? Note that I have successfully built
the package in Linux.

I'm using R 3.1.0; Rcpp 0.11.1 installed from CRAN; Cygwin with g++ 4.8.3.

Details about the problem are below. I can provide more details to
reproduce the error, but it would require a license of KNITRO.

This package is on Github at https://github.com/romainfrancois/KNITRO.

In the package, I modified Makevars, linking to library libomp5md instead
of libomp5, and built the package with R CMD build KNITRO.

When I install with:

     R CMD INSTALL --build --no-multiarch

it to "testing if installed package can be loaded" and gives the following
error:

Error in .doLoadActions(where, attach) :
   error in load action .__A__.1 for package KNITRO: loadModule(module =
"knitro", what = TRUE, env = ns, loadNow = TRUE): Unable to load module
"knitro": Failed to initialize module pointer: Error in
FUN("_rcpp_module_boot_knitro"[[1L]], ...): no such symbol
_rcpp_module_boot_knitro in package KNITRO

Thank you,

Luis de la Torre

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